-20.7%
EFX vs FBTC
+42.6%
-63.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.0% |
| 7D | -0.8% | -9.2% | +8.4% | 0.0% |
| 30D | +25.1% | -15.8% | +40.9% | +26.9% |
| 3M | +1.7% | +8.7% | -7.0% | +0.7% |
| 6M | +18.4% | -13.6% | +32.0% | +19.5% |
| YTD | -12.5% | -21.5% | +9.0% | -11.1% |
| 1Y | -8.1% | -29.9% | +21.8% | -5.6% |
| All | -20.7% | +42.6% | -63.3% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FBTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling